CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
375-0 |
377-4 |
2-4 |
0.7% |
376-4 |
High |
375-4 |
382-0 |
6-4 |
1.7% |
388-2 |
Low |
368-6 |
376-6 |
8-0 |
2.2% |
368-6 |
Close |
373-0 |
377-4 |
4-4 |
1.2% |
373-0 |
Range |
6-6 |
5-2 |
-1-4 |
-22.2% |
19-4 |
ATR |
7-5 |
7-6 |
0-1 |
1.3% |
0-0 |
Volume |
43,090 |
37,600 |
-5,490 |
-12.7% |
166,816 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394-4 |
391-2 |
380-3 |
|
R3 |
389-2 |
386-0 |
379-0 |
|
R2 |
384-0 |
384-0 |
378-4 |
|
R1 |
380-6 |
380-6 |
378-0 |
380-1 |
PP |
378-6 |
378-6 |
378-6 |
378-4 |
S1 |
375-4 |
375-4 |
377-0 |
374-7 |
S2 |
373-4 |
373-4 |
376-4 |
|
S3 |
368-2 |
370-2 |
376-0 |
|
S4 |
363-0 |
365-0 |
374-5 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
435-1 |
423-5 |
383-6 |
|
R3 |
415-5 |
404-1 |
378-3 |
|
R2 |
396-1 |
396-1 |
376-5 |
|
R1 |
384-5 |
384-5 |
374-6 |
380-5 |
PP |
376-5 |
376-5 |
376-5 |
374-6 |
S1 |
365-1 |
365-1 |
371-2 |
361-1 |
S2 |
357-1 |
357-1 |
369-3 |
|
S3 |
337-5 |
345-5 |
367-5 |
|
S4 |
318-1 |
326-1 |
362-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
388-2 |
368-6 |
19-4 |
5.2% |
6-2 |
1.7% |
45% |
False |
False |
36,377 |
10 |
388-2 |
368-6 |
19-4 |
5.2% |
5-4 |
1.5% |
45% |
False |
False |
27,558 |
20 |
441-4 |
368-6 |
72-6 |
19.3% |
5-6 |
1.5% |
12% |
False |
False |
27,715 |
40 |
443-0 |
368-6 |
74-2 |
19.7% |
6-2 |
1.7% |
12% |
False |
False |
19,874 |
60 |
443-0 |
368-6 |
74-2 |
19.7% |
6-7 |
1.8% |
12% |
False |
False |
17,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
404-2 |
2.618 |
395-6 |
1.618 |
390-4 |
1.000 |
387-2 |
0.618 |
385-2 |
HIGH |
382-0 |
0.618 |
380-0 |
0.500 |
379-3 |
0.382 |
378-6 |
LOW |
376-6 |
0.618 |
373-4 |
1.000 |
371-4 |
1.618 |
368-2 |
2.618 |
363-0 |
4.250 |
354-4 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
379-3 |
376-6 |
PP |
378-6 |
376-1 |
S1 |
378-1 |
375-3 |
|